+543.1%
FTAI vs TLN
+571.8%
-28.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.2% | -1.8% |
| 7D | -9.7% | +2.0% | -11.6% | -10.4% |
| 30D | -20.0% | -12.9% | -7.0% | -15.5% |
| 3M | -20.1% | -7.4% | -12.6% | -18.0% |
| 6M | -33.3% | -6.0% | -27.2% | -31.6% |
| YTD | -8.0% | -16.9% | +8.9% | -2.6% |
| 1Y | +8.0% | -22.6% | +30.6% | +16.6% |
| 3Y | +413.4% | +469.0% | -55.6% | +201.7% |
| All | +543.1% | +571.8% | -28.7% | +251.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TLN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling